One on One combat = Achilles. The man cannot be hurt, even if you did know his weak spot, you'd be dead before you even hit it.

General - Alexander the Great. the best field commander the world has ever known. Conquered most of the known world, if he had pushed through with India he could have cirled the globe and conquered all.

In terms of Area conquered, Temujin (Genghis Khan) was the most successful conqueror in history.. but his empire didn't last after his death.
Also the quote used by Conan in the Arnold Schwarzenegger movie was first said by Temujin

I think it's Gen. Dwight D. Eisenhower. Why? He was not a primadonna like McArthur and Field Marshall Montgomery (who trashed Rommel in Africa) but was able to hold together both of them to work well (one in Europe, the other one in Asia).
As a leader, not just a general, he has worked to get all the necessary resources to get the job done (unlike the smartasses in the Petagon right now), and manage a team of talented but dickheads like Monty, Patton and Charles De Gaulle.

And please let's not include Conan nor Aragorn and all those fictional characters. I could there them to shreds, literally, I could shred my DVDs and beta max tapes